+297.0%
VTI vs FIVE
+497.8%
-200.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | -0.4% | +1.7% | -2.0% | -0.7% |
| 30D | -1.6% | +5.0% | -6.6% | -2.8% |
| 3M | +3.6% | +29.5% | -25.9% | -2.4% |
| 6M | +13.0% | +12.4% | +0.6% | +9.0% |
| YTD | +12.7% | +31.2% | -18.5% | +4.9% |
| 1Y | +18.4% | +72.9% | -54.5% | +3.3% |
| 3Y | +76.4% | +53.0% | +23.4% | +49.2% |
| 5Y | +73.7% | +34.2% | +39.5% | +46.5% |
| All | +297.0% | +497.8% | -200.8% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling